• Title/Summary/Keyword: Probability of reference

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Use of Dynamic Reliability Method in Assessing Accident Management Strategy

  • Jae, Moosung
    • International Journal of Reliability and Applications
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    • v.2 no.1
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    • pp.27-36
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    • 2001
  • This Paper proposes a new methodology for assessing the reliability of an accident management, which Is based on the reliability physics and the scheme to generate dynamic event tree. The methodology consists of 3 main steps: screening; uncertainty propagation; and probability estimation. Sensitivity analysis is used for screening the variables of significance. Latin Hypercube sampling technique and MAAP code are used for uncertainty propagation, and the dynamic event tree generation method is used for the estimation of non-success probability of implementing an accident management strategy. This approach is applied in assessing the non-success probability of implementing a cavity flooding strategy, which is to supply water into the reactor cavity using emergency fire systems during the sequence of station blackout at the reference plant.

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Bayesian Model Selection in the Unbalanced Random Effect Model

  • Kim, Dal-Ho;Kang, Sang-Gil;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.4
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    • pp.743-752
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    • 2004
  • In this paper, we develop the Bayesian model selection procedure using the reference prior for comparing two nested model such as the independent and intraclass models using the distance or divergence between the two as the basis of comparison. A suitable criterion for this is the power divergence measure as introduced by Cressie and Read(1984). Such a measure includes the Kullback -Liebler divergence measures and the Hellinger divergence measure as special cases. For this problem, the power divergence measure turns out to be a function solely of $\rho$, the intraclass correlation coefficient. Also, this function is convex, and the minimum is attained at $\rho=0$. We use reference prior for $\rho$. Due to the duality between hypothesis tests and set estimation, the hypothesis testing problem can also be solved by solving a corresponding set estimation problem. The present paper develops Bayesian method based on the Kullback-Liebler and Hellinger divergence measures, rejecting $H_0:\rho=0$ when the specified divergence measure exceeds some number d. This number d is so chosen that the resulting credible interval for the divergence measure has specified coverage probability $1-{\alpha}$. The length of such an interval is compared with the equal two-tailed credible interval and the HPD credible interval for $\rho$ with the same coverage probability which can also be inverted into acceptance regions of $H_0:\rho=0$. Example is considered where the HPD interval based on the one-at- a-time reference prior turns out to be the shortest credible interval having the same coverage probability.

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Noninformative Priors for Step Stress Accelerated Life Tests in Exponential Distribution

  • Lee, Woo-Dong;Pak, Hong-Kyung
    • Proceedings of the Korea Society for Industrial Systems Conference
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    • 2009.05a
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    • pp.107-113
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    • 2009
  • This paper deals with noninformative priors for such as Jeffres' prior, reference prior and probability matching prior for scale parameter of exponential distribution when the data are collected in multiple step stress accelerated life tests. We find the noninformative priors for this model and show that the reference prior satisfies first order matching criterion. Using artificial data, we perform Bayesian analysis for proposed priors.

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ARMA Model Identification Using the Bayes Factor

  • Son, Young-Sook
    • Journal of the Korean Statistical Society
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    • v.28 no.4
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    • pp.503-513
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    • 1999
  • The Bayes factor for the identification of stationary ARM(p,q) models is exactly computed using the Monte Carlo method. As priors are used the uniform prior for (\ulcorner,\ulcorner) in its stationarity-invertibility region, the Jefferys prior and the reference prior that are noninformative improper for ($\mu$,$\sigma$\ulcorner).

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Prefetching Mechanism using the User's File Access Pattern Profile in Mobile Computing Environment (이동 컴퓨팅 환경에서 사용자의 FAP 프로파일을 이용한 선인출 메커니즘)

  • Choi, Chang-Ho;Kim, Myung-Il;Kim, Sung-Jo
    • Journal of KIISE:Information Networking
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    • v.27 no.2
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    • pp.138-148
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    • 2000
  • In the mobile computing environment, in order to make copies of important files available when being disconnected the mobile host(client) must store them in its local cache while the connection is maintained. In this paper, we propose the prefetching mechanism for the client to save files which may be accessed in the near future. Our mechanism utilizes analyzer, prefetch-list producer, and prefetch manager. The analyzer records file access patterns of the user in a FAP(File Access Patterns) profile. Using the profile, the prefetch-list producer creates the prefetch-list. The prefetch manager requests a file server to return this list. We set the parameter TRP(Threshold of Reference Probability) to ensure that only reasonably related files can be prefetched. The prefetch-list producer adds the files to a prefetch-list if their reference probability is greater than the TRP. We also use the parameter TACP(Threshold of Access Counter Probability) to reduce the hoarding size required to store a prefetch-list. Finally, we measure the metrics such as the cache hit ratio, the number of files referenced by the client after disconnection and the hoarding size. The simulation results show that the performance of our mechanism is superior to that of the LRU caching mechanism. Our results also show that prefetching with the TACP can reduce the hoard size while maintaining similar performance of prefetching without TACP.

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Noninformative priors for the common shape parameter of several inverse Gaussian distributions

  • Kang, Sang Gil;Kim, Dal Ho;Lee, Woo Dong
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.1
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    • pp.243-253
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    • 2015
  • In this paper, we develop the noninformative priors for the common shape parameter of several inverse Gaussian distributions. Specially, we want to develop noninformative priors which satisfy certain objective criterion. The probability matching priors and reference priors of the common shape parameter will be developed. It turns out that the second order matching prior does not exist. The reference priors satisfy the first order matching criterion, but Jeffrey's prior is not the first order matching prior. We showed that the proposed reference prior matches the target coverage probabilities in a frequentist sense through simulation study, and an example based on real data is given.

Optimal sensing period in cooperative relay cognitive radio networks

  • Zhang, Shibing;Guo, Xin;Zhang, Xiaoge;Qiu, Gongan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.10 no.12
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    • pp.5249-5267
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    • 2016
  • Cognitive radio is an efficient technique to improve spectrum efficiency and relieve the pressure of spectrum resources. In this paper, we investigate the spectrum sensing period in cooperative relay cognitive radio networks; analyze the relationship between the available capacity and the signal-to-noise ratio of the received signal of second users, the target probability of detection and the active probability of primary users. Finally, we derive the closed form expression of the optimal spectrum sensing period in terms of maximum throughput. We simulate the probability of false alarm and available capacity of cognitive radio networks and compare optimal spectrum sensing period scheme with fixed sensing period one in these performance. Simulation results show that the optimal sensing period makes the cognitive networks achieve the higher throughput and better spectrum sensing performance than the fixed sensing period does. Cooperative relay cognitive radio networks with optimal spectrum sensing period can achieve the high capacity and steady probability of false alarm in different target probability of detection. It provides a valuable reference for choosing the optimal spectrum sensing period in cooperative relay cognitive radio networks.

Evaluating LIMU System Quality with Interval Evidence and Input Uncertainty

  • Xiangyi Zhou;Zhijie Zhou;Xiaoxia Han;Zhichao Ming;Yanshan Bian
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.17 no.11
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    • pp.2945-2965
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    • 2023
  • The laser inertial measurement unit is a precision device widely used in rocket navigation system and other equipment, and its quality is directly related to navigation accuracy. In the quality evaluation of laser inertial measurement unit, there is inevitably uncertainty in the index input information. First, the input numerical information is in interval form. Second, the index input grade and the quality evaluation result grade are given according to different national standards. So, it is a key step to transform the interval information input by the index into the data form consistent with the evaluation result grade. In the case of uncertain input, this paper puts forward a method based on probability distribution to solve the problem of asymmetry between the reference grade given by the index and the evaluation result grade when evaluating the quality of laser inertial measurement unit. By mapping the numerical relationship between the designated reference level and the evaluation reference level of the index information under different distributions, the index evidence symmetrical with the evaluation reference level is given. After the uncertain input information is transformed into evidence of interval degree distribution by this method, the information fusion of interval degree distribution evidence is carried out by interval evidential reasoning algorithm, and the evaluation result is obtained by projection covariance matrix adaptive evolution strategy optimization. Taking a five-meter redundant laser inertial measurement unit as an example, the applicability and effectiveness of this method are verified.

Evaluation of Reference Evapotranspiration in South Korea according to CMIP5 GCMs and Estimation Methods (CMIP5 GCMs과 추정 방법에 따른 우리나라 기준증발산량 평가)

  • Park, Jihoon;Cho, Jaepil;Lee, Eun-Jeong;Jung, Imgook
    • Journal of Korean Society of Rural Planning
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    • v.23 no.4
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    • pp.153-168
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    • 2017
  • The main objective of this study was to assess reference evapotranspiration based on multiple GCMs (General Circulation Models) and estimation methods. In this study, 10 GCMs based on the RCP (Representative Concentration Pathway) 4.5 scenario were used to estimate reference evapotranspiration. 54 ASOS (Automated Synoptic Observing System) data were constructed by statistical downscaling techniques. The meteorological variables of precipitation, maximum temperature and minimum temperature, relative humidity, wind speed, and solar radiation were produced using GCMs. For the past and future periods, we estimated reference evapotranspiration by GCMs and analyzed the statistical characteristics and analyzed its uncertainty. Five methods (BC: Blaney-Criddle, HS: Hargreaves-Samani, MK: Makkink, MS: Matt-Shuttleworth, and PM: Penman-Monteith) were selected to analyze the uncertainty by reference evapotranspiration estimation methods. We compared the uncertainty of reference evapotranspiration method by the variable expansion and analyzed which variables greatly influence reference evapotranspiration estimation. The posterior probabilities of five methods were estimated as BC: 0.1792, HS: 0.1775, MK: 0.2361, MS: 0.2054, and PM: 0.2018. The posterior probability indicated how well reference evapotranspiration estimated with 10 GCMs for five methods reflected the estimated reference evapotranspiration using the observed data. Through this study, we analyzed the overall characteristics of reference evapotranspiration according to GCMs and reference evapotranspiration estimation methods The results of this study might be used as a basic data for preparing the standard method of reference evapotranspiration to derive the water management method under climate change.

Exact Error and Outage Probability Formulas for Alamouti Space Time Code 2 $\times$ J

  • Kong, Hyung-Yun;Khuong, Ho-Van;Nam, Doo-Hee
    • Journal of Communications and Networks
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    • v.9 no.2
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    • pp.177-184
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    • 2007
  • Alamouti space-time code (STC) is a part of the UMTS-WCDMA standard. However, up to the best of our knowledge no exact closed-form outage and bit error probability (BEP) formulas for this famous code exists. Evaluating its performance through simulations is time-consuming and therefore, there should be analytical performance graphs to serve as a reference which are derived in this paper for coherently MPSK-modulated data. Additionally, analytical results take into account different channel fading levels from transmit antennas to receive ones.